| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 511313.5356 | 453078.6569 | 58234.8786 | 186203.9583 | 87030.482 | 99173.4763 |
| Total P&L (%) | 511.3135 | 453.0787 | 58.2349 | 186.204 | 87.0305 | 99.1735 |
| Avg Daily Profit (%) | 0.2454 | 0.2175 | 0.028 | 0.0505 | 0.0301 | 0.0331 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -150997 | -116542 | -105108 | -571585 | -480847 | -347471 |
| Profit Factor | 1.3126 | 1.5641 | 1.07 | 1.0444 | 1.0391 | 1.0504 |
| Total Trades | 647 | 323 | 324 | 647 | 323 | 324 |
| Winning Trades | 314 | 161 | 153 | 314 | 161 | 153 |
| Losing Trades | 333 | 162 | 171 | 333 | 162 | 171 |
| Profitability (%) | 48.5317 | 49.8452 | 47.2222 | 48.5317 | 49.8452 | 47.2222 |
| Ratio Avg Win / Avg Loss | 1.3921 | 1.5739 | 1.1958 | 1.1076 | 1.0455 | 1.174 |
| Largest Winning Trade | 294890 | 294890 | 56089 | 499908 | 499908 | 161183 |
| Largest Losing Trade | -30665 | -20855 | -30665 | -147399 | -111951 | -147399 |
| Avg Bars in Trades | 38 | 40 | 35 | 38 | 40 | 35 |
| Avg Bars in Winners | 46 | 45 | 48 | 46 | 45 | 48 |
| Avg Bars in Losers | 30 | 35 | 24 | 30 | 35 | 24 |
| Bars Traded | 24636 | 13030 | 11606 | 24636 | 13030 | 11606 |
| Profit Streak | 15.019 | 0 | 20.519 | 15.019 | 0 | 20.519 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 431364 | 419504 | -298771 | -293791 | -329192 | -312669 |
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579737600000,
"first_datapoint_time": 1580781600000,
"last_datapoint_time": 1759802400000,
"evaluation_time": 1759804043849,
"expiration_time": 1766282400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 146,
"offset": 0,
"a": 0.92188
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
511313.535572489,
453078.6569473831,
58234.8786251067,
186203.9583223474,
87030.4820001593,
99173.4763221878
],
[
511.313536,
453.078657,
58.234879,
186.203958,
87.030482,
99.173476
],
[
0.245431,
0.217478,
0.027953,
0.050486,
0.030057,
0.033078
],
[
10,
10,
10,
10,
10,
10
],
[
-150997,
-116542,
-105108,
-571585,
-480847,
-347471
],
[
1.312633,
1.564145,
1.069962,
1.044393,
1.039083,
1.050402
],
[
647,
323,
324,
647,
323,
324
],
[
314,
161,
153,
314,
161,
153
],
[
333,
162,
171,
333,
162,
171
],
[
48.531685,
49.845201,
47.222222,
48.531685,
49.845201,
47.222222
],
[
1.39206,
1.57386,
1.195839,
1.107589,
1.045537,
1.173979
],
[
294890,
294890,
56089,
499908,
499908,
161183
],
[
-30665,
-20855,
-30665,
-147399,
-111951,
-147399
],
[
38,
40,
35,
38,
40,
35
],
[
46,
45,
48,
46,
45,
48
],
[
30,
35,
24,
30,
35,
24
],
[
24636,
13030,
11606,
24636,
13030,
11606
],
[
15.019026,
0,
20.519026,
15.019026,
0,
20.519026
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
431364,
419504,
-298771,
-293791,
-329192,
-312669
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579737600000,
"first_datapoint_time": 1580781600000,
"last_datapoint_time": 1759802400000,
"evaluation_time": 1759804043849,
"expiration_time": 1766282400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 146,
"offset": 0,
"a": 0.92188
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|